SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 10600 CE | ||||||||||
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Delta: 0.25
Vega: 6.24
Theta: -8.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 10097.15 | 96.75 | 38.05 | 34.32 | 257 | 12 | 160 | |||
| 12 Mar | 9781.10 | 58.7 | -2.3 | 37.20 | 28 | 11 | 147 | |||
| 11 Mar | 9765.30 | 61 | -16 | 35.76 | 41 | 5 | 138 | |||
| 10 Mar | 9837.10 | 81 | 38 | 36.04 | 370 | 103 | 133 | |||
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| 7 Mar | 9486.50 | 38 | 0.15 | 34.98 | 14 | 11 | 30 | |||
| 6 Mar | 9386.85 | 36.65 | -1.35 | 36.87 | 17 | 4 | 20 | |||
| 5 Mar | 9238.35 | 38 | -527.5 | 39.49 | 18 | 14 | 14 | |||
| 4 Mar | 9038.40 | 565.5 | 0 | 14.12 | 0 | 0 | 0 | |||
| 3 Mar | 8977.80 | 565.5 | 0 | 0.00 | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 10600 expiring on 27MAR2025
Delta for 10600 CE is 0.25
Historical price for 10600 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 96.75, which was 38.05 higher than the previous day. The implied volatity was 34.32, the open interest changed by 12 which increased total open position to 160
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 58.7, which was -2.3 lower than the previous day. The implied volatity was 37.20, the open interest changed by 11 which increased total open position to 147
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 61, which was -16 lower than the previous day. The implied volatity was 35.76, the open interest changed by 5 which increased total open position to 138
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 81, which was 38 higher than the previous day. The implied volatity was 36.04, the open interest changed by 103 which increased total open position to 133
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 38, which was 0.15 higher than the previous day. The implied volatity was 34.98, the open interest changed by 11 which increased total open position to 30
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 36.65, which was -1.35 lower than the previous day. The implied volatity was 36.87, the open interest changed by 4 which increased total open position to 20
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 38, which was -527.5 lower than the previous day. The implied volatity was 39.49, the open interest changed by 14 which increased total open position to 14
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 565.5, which was 0 lower than the previous day. The implied volatity was 14.12, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 565.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SOLARINDS 27MAR2025 10600 PE | |||||||
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Delta: -0.73
Vega: 6.50
Theta: -6.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 611.05 | -372.85 | 37.44 | 17 | 13 | 13 |
| 12 Mar | 9781.10 | 983.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 9765.30 | 983.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 9837.10 | 983.9 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 9486.50 | 983.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 983.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9238.35 | 983.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9038.40 | 983.9 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 8977.80 | 983.9 | 0 | 0.00 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10600 expiring on 27MAR2025
Delta for 10600 PE is -0.73
Historical price for 10600 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 611.05, which was -372.85 lower than the previous day. The implied volatity was 37.44, the open interest changed by 13 which increased total open position to 13
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 983.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
